Connolly was elected to the PEI Legislature in 1982 and served as Opposition Critic for Health & Social Services and the Status of Women.
He served on the Legislative Committee on Quality of Life and Co-Chaired a Liberal Party Task Force on Job Creation & Community Development.
In March 1993, Connolly was re-elected as MLA for the Charlottetown Riding of 6th Queens and appointed to a Cabinet Committee for Public Consultation, later serving as Minister of Higher Education in the Catherine Callbeck Government.
In 1996 Connolly was re-elected to a fifth consecutive term as the MLA for the newly created single member district of Charlottetown-Rochford Square.
In March 1999 he was appointed Leader of the Official Opposition, serving in that position until he left politics in 2000.